-- test.epl - sample setup
--
-- Statements must be separated by an empty line.


-- The time the trading logic will begin to enter trades.
-- Exiting trades is 24/7.
create constant variable int StartTimeHour = 9

-- The time the trading logic will begin to enter trades.
-- Exiting trades is 24/7.
create constant variable int EndTimeHour = 17

-- The time frame or tickbar count of the data to be analyzed or
-- traded. Examples: 5s, 1m, 1h 30m, 2h, 12h, 1d.
create constant variable string Interval = '15s'

-- Amount to be traded, measured in units.
create constant variable int TradeSize = 100000

-- InTradingHours will be set to true if the current time is between
-- StartTime and EndTime.
create variable bool InTradingHours = false

-- Update on each tick
on TickEvent as t set InTradingHours =
  (EPLHelpers.getHour(t.time) >= StartTimeHour and
   EPLHelpers.getHour(t.time) < EndTimeHour)

-- A stream of OHLC values
create variant schema OHLCStream as OHLCEvent

insert into OHLCStream
    select * from TickEvent#OHLC(Interval, time, midDouble)


--
-- testing/debug/WIP below
--

-- create window LongEntryTimeWindow#time(60 min) as
--     select * from LongEntryEvent

-- 
-- create window TicksTimeWindow#time(30 sec) as
--     select * from TickEvent

-- on TickEvent insert into TicksTimeWindow select * from TickEvent

-- on TickEvent as t merge TicksTimeWindow as win
--     where win.time 
-- insert into OrdersWindow select * from MerchandiseProductEvent
-- set InTradingHours =
--   (EPLHelpers.getHour(t.time) >= StartTimeHour and
--    EPLHelpers.getHour(t.time) < EndTimeHour)


--  LECount = (1,clock,60 min)  == only allow one long entry per clock hour example: one LE between 1:00pm to 1:59pm

--  B1 = ValueWhen( (ref(sma(5,c),-1)>ref(sma(5,c),-2)<ref(sma(5,c),-3)), Ref(Low,-2), 1 )

-- something like "insert into CountPerSec select count(*) as cnt from XYZ.win:time_batch(1)" "select sum(cnt) from CountPerSec.win:time(1 hour)" for example, this has 1 second resolution of counts, define as you like

-- 1)   String stmt = "insert into WebEventTotalCount select count(*) as cnt from " +
--                 "WebEvent.win:firstlength(1) A where A.page.pageName is not null ";

-- 2)   String stmt = "update istream WebEventTotalCount set cnt = cnt + ( select count(*) as cnt from " +
--                 "WebEvent.win:time(1) A where A.page.pageName is not null ) "                 ;

-- 3)   String stmt = " select cnt from WebEventTotalCount ";